Publications
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Journal Papers
J. Yu and S. Ahmed. ‘‘Maximizing a class of submodular utility functions with constraints,’’ accepted Mathematical Programming, 2016 .(preprint)
S. Ahmed, J. Luedtke, Y. Song, W. Xie. ‘‘Nonanticipative duality, relaxations and formulations for chanceconstrained stochastic programs,’’ accepted, Mathematical Programming, 2016. (preprint)
A. Gupte, S. Ahmed, M.S. Cheon, S.S. Dey. ‘‘Relaxations and discretizations for the pooling problem,’’ accepted, Journal of Global Optimization, 2016.(preprint)
J. Feizollahi, S. Ahmed, A. Sun. ‘‘Exact augmented Lagrangian duality for mixed integer linear programming,’’ accepted, Mathematical Programming, 2016. (preprint)
G. Angulo, S. Ahmed, S.S. Dey. ‘‘Improving the integer Lshaped method,’’ accepted, INFORMS Journal on Computing, 2016. (preprint)
J. Yu and S. Ahmed. ‘‘Polyhedral results for a class of cardinality constrained submodular minimization problems,’’ accepted, Discrete Optimization, 2015. (preprint)
J. Yu and S. Ahmed. ‘‘Maximizing expected utility over a knapsack constraint,’’ Operations Research Letters, vol.44, pp.180185, 2016. (preprint)
S. Bruno, S. Ahmed, A. Shapiro, A. Street. ‘‘Risk neutral and risk averse approaches to multistage renewable investment planning under uncertainty,’’ European Journal of Operational Research, vol.250, pp.979989, 2016.
F. Qiu, S. Ahmed, S.S. Dey. ‘‘Strengthened bounds for the probability of koutofn events,’’ Discrete Applied Mathematics, vol.198, pp.232240, 2016. (preprint)
M.J. Feizollahi, M. Costley, S. Ahmed, S. Grijalva.‘‘Large scale decentralized unit commitment,’’ International Journal of Electrical Power and Energy Systems, vol.73, pp.97106, 2015. (preprint)
G. Angulo, S. Ahmed, S.S. Dey, V. Kaibel. ‘‘Forbidden vertices,’’ Mathematics of Operations Research, vol.40, pp.350360, 2015. (preprint)
Q. He, S. Ahmed and G.L. Nemhauser. ‘‘Minimum concave cost flow over a grid network,’’ Mathematical Programming, vol.150, pp.7998, 2015. (preprint)
F. Qiu, S. Ahmed, S.S. Dey, L. Wolsey. ‘‘Covering linear programming with violations,’’ INFORMS Journal on Computing, vol. 26, pp. 531546, 2014. (preprint)
B. Na, S. Ahmed, G.L. Nemhauser, J. Sokol. ‘‘A cutting and scheduling problem in float glass manufacturing,’’ Journal of Scheduling, vol.17, pp. 95107, 2014. (preprint)
G. Angulo, S. Ahmed, S.S. Dey. ‘‘Semicontinuous network flow problems,’’ Mathematical Programming, vol.145, pp.565599, 2014. (preprint)
R. Carvajal, S. Ahmed, G.L. Nemhauser, K. Furman, V. Goel, Y. Shao. ‘‘Using diversification, communication and parallelism to solve mixedinteger linear programs,’’ Operations Research Letters, vol.42, pp. 186189, 2014. (preprint)
K. Bartlett, J. Lee, S. Ahmed, G.L. Nemhauser, J. Sokol, B. Na. ‘‘Congestionaware dynamic routing in automated material handling systems’’, Computers and Industrial Engineering, vol. 70, pp. 176182, 2014.
M.J. Feizollahi, S. Ahmed, M. Modarres. ‘‘The robust redundancy allocation problem in seriesparallel systems with budgeted uncertainty,’’ IEEE Transactions on Reliability, vol.63, pp.239250, 2014.
S. Ahmed. ‘‘Convex relaxations of chance constrained optimization problems,’’ Optimization Letters, vol.8, pp.112, 2014. (preprint)
S. Ahmed. ‘‘A scenario decomposition algorithm for 01 stochastic programs,’’ Operations Research Letters, vol. 41, pp. 565569, 2013. (preprint) (Errata)
B. Na, S. Ahmed, G.L. Nemhauser, J. Sokol. ‘‘Optimization of automated float glass lines,’’ International Journal of Production Economics (Special issue on Cutting and Packing), vol.145, pp. 561572, 2013. (preprint)
A. Gupte, S. Ahmed, M.S. Cheon, and S.S. Dey. ‘‘Solving mixed integer bilinear problems using MIP formulations,’’ SIAM Journal on Optimization, vol.23, pp.721744, 2013. (preprint)
S. Ahmed and D.J. Papageorgiou. ‘‘Probabilistic set covering with correlations,’’ Operations Research, vol.61, pp.438452, 2013. (preprint)
N. Kong, A.J. Schaefer, and S. Ahmed. ‘‘Totally unimodular stochastic programs,’’ Mathematical Programming, vol.138, pp.113, 2013.
J.P. Vielma, S. Ahmed, and G.L. Nemhauser. ‘‘Mixed integer linear programming formulations for probabilistic constraints,’’ Operations Research Letters, vol.40, pp.153158, 2012. (preprint)
Q. He, S. Ahmed, and G.L. Nemhauser. ‘‘Sell or hold: A simple twostage stochastic combinatorial optimization problem,’’ Operations Research Letters, vol.40, pp.6973, 2012. (preprint)
Q. He, S. Ahmed, and G.L. Nemhauser. ‘‘A probabilistic comparison of split and type 1 triangle cuts for two row mixedinteger programs,’’ SIAM Journal on Optimization, vol.21, pp.617632, 2011. (preprint)
S. Ahmed and A. Atamturk. ‘‘Maximizing a class of submodular utility functions,’’ Mathematical Programming, vol.128, pp.149169, 2011 (preprint)
S. Shen, J.C. Smith, and S. Ahmed. ‘‘Expectation and chanceconstrained models and algorithms for insuring critical paths,’’ Management Science, vol.56, pp.17941814, 2010.(eprint)
J.P. Vielma, S. Ahmed, and G.L. Nemhauser. ‘‘A note on: 'A superior representation method for piecewise linear functions’ by Li, Lu, Huang and Hu,’’ INFORMS Journal on Computing, vol.22, pp.493497, 2010. (preprint)
S. Ahmed, O. Gozbasi, M. Savelsbergh, I. Crocker, T. Fox, and E. Schreibmann. ‘‘An automated IntensityModulated Radiation Therapy planning system,’’ INFORMS Journal on Computing, vol.22, pp.568583, 2010. (preprint)
J.P. Vielma, S. Ahmed and G.L. Nemhauser. ‘‘Mixedinteger models for nonseparable piecewise linear optimization: Unifying framework and extensions,’’ Operations Research, vol.58, pp.303315, 2010. (preprint)
K. Huang and S. Ahmed. ‘‘A stochastic programming approach for planning horizons of infinite horizon capacity planning problems,’’ European Journal of Operational Research, vol.200, pp.7484, 2010.
J. Luedtke, S. Ahmed and G.L. Nemhauser. ‘‘An integer programming approach for linear programs with probabilistic constraints,’’ Mathematical Programming, vol.122, pp.247, 2010 (preprint)
Z.C. Taskin, J.C. Smith, S. Ahmed, and A.J, Schaefer. ‘‘Cutting plane algorithms for solving a robust edgepartition problem,’’ Discrete Optimization, vol.6, pp.420435, 2009.
F. KilincKarzan, A. Toriello, S. Ahmed, G.L. Nemhauser, and M. Savelsbergh. ‘‘Approximating the stability region for binary mixedinteger programs,’’ Operations Research Letters, vol.37, pp.250254, 2009 (preprint)
P. Schutz, A. Tomasgard and S. Ahmed. ‘‘Supply chain design under uncertainty using sample average approximation and dual decomposition,’’ European Journal of Operational Research, vol.199, pp.409419, 2009.
B. Pagnoncelli, S. Ahmed, and A. Shapiro. ‘‘The sample average approximation method for chance constrained programming: theory and applications,’’ Journal of Optimization theory and Applications, vol.142, pp.399416, 2009 (preprint)
K. Huang and S. Ahmed. ‘‘The value of multistage stochastic programming in capacity planning under uncertainty,’’ Operations Research, vol.57, pp.893904, 2009 (preprint)
Y. Guan, S. Ahmed and G.L. Nemhauser. ‘‘Cutting planes for multistage stochastic integer programs,’’ Operations Research, vol.57, pp.287298, 2009 (preprint)
S. Ahmed, D. Filipovic, and G. Svindland. ‘‘A note on natural risk statistics,’’ Operations Research Letters, vol.36, pp.662664, 2008 (preprint)
J. Luedtke and S. Ahmed. ‘‘A sample approximation approach for optimization with probabilistic constraints,’’ SIAM Journal on Optimization, vol.19, pp.674699, 2008 (preprint)
W. Wang and S. Ahmed. ‘‘Sample average approximation of expected value constrained stochastic programs,’’ Operations Research Letters, vol.36, pp.515519, 2008 (preprint)
J.P. Vielma, S. Ahmed and G.L. Nemhauser. ‘‘A lifted linear programming branchandbound algorithm for mixed integer conic quadratic programs,’’ INFORMS Journal on Computing, vol.20, pp.438450, 2008 (preprint)
K. Huang and S. Ahmed. ‘‘On a multistage stochastic programming model for inventory planning,’’ Information Systems and Operational Research, vol. 46, pp. 155163, 2008.
S. Ahmed and N. V. Sahinidis. ‘‘Selection, acquisition, and allocation of manufacturing technology in a multiproduct environment,’’ European Journal of Operational Research, vol. 189, pp. 807821, 2008.
S. Ahmed, U. Cakmak and A. Shapiro. ‘‘Coherent risk measures in inventory problems,’’ European Journal of Operational Research, vol.182, pp.226238, 2007 (preprint)
Y. Guan, S. Ahmed and G. L. Nemhauser. ‘‘Sequential pairing of mixed integer inequalities,’’ Discrete Optimization, vol.4, pp.2139, 2007 (preprint)
S. Ahmed. ‘‘Convexity and decomposition of meanrisk stochastic programs ,’’ Mathematical Programming, vol.106, pp.433446, 2006 (preprint)
Y. Guan, S. Ahmed, A. J. Miller, and G. L. Nemhauser. ‘‘On formulations of the stochastic uncapacitated lotsizing problem,’’ Operations Research Letters, vol.34, pp.241250, 2006.
M.S. Cheon, S. Ahmed and F. AlKhayyal. ‘‘A branchreducecut algorithm for the global optimization of probabilistically constrained linear programs,’’ Mathematical Programming, vol.108, pp.617634, 2006 (preprint)
Y. Guan, S. Ahmed, G.L. Nemhauser and A.J. Miller. ‘‘A branchandcut algorithm for the stochastic uncapacitated lotsizing problem,’’ Mathematical Programming, vol.105, pp.5584, 2006 (preprint)
S. Ahmed and Y. Guan. ‘‘The Inverse Optimal Value Problem,’’ Mathematical Programming, vol.102, pp.91110, 2005 (preprint)
T. Santoso, S. Ahmed, M. Goetschalckx, and A. Shapiro. ‘‘A stochastic programming approach for supply chain network design under uncertainty,’’ European Journal of Operational Research, vol.167, pp.96115, 2005 (preprint)
A. Shapiro and S. Ahmed. ‘‘On a class of minimax stochastic programs,’’ SIAM Journal on Optimization, vol.14, pp.12371249, 2004 (preprint)
S. Ahmed, M. Tawarmalani, and N. V. Sahinidis. ‘‘A finite branch and bound algorithm for twostage stochastic integer programs,’’ Mathematical Programming, vol.100, pp.355377, 2004 (preprint)
S. Takriti and S. Ahmed. ‘‘On Robust Optimization of TwoStage Systems,’’ Mathematical Programming, vol.99, pp.109126, 2004 (preprint)
G. Parija, S. Ahmed, and A. J. King. ‘‘On bridging the gap between stochastic integer programming and mixedinteger solver technologies,’’ INFORMS Journal on Computing, vol.16, 2004 (preprint)
S. Ahmed and R. Garcia. ‘‘Dynamic capacity acquisition and assignment under uncertainty,’’ Annals of Operations Research, vol.124, pp. 267283, 2003 (preprint)
B. Verweij, S. Ahmed, A. J. Kleywegt, G. Nemhauser, and A. Shapiro. ‘‘The sample average approximation method applied to stochastic routing problems: A computational study,’’ Computational and Applied Optimization, vol.24, pp.289333, 2003 (preprint)
S. Ahmed and N. V. Sahinidis. ‘‘An Approximation Scheme for Stochastic Integer Programs Arising in Capacity Expansion,’’ Operations Research, vol.51, pp.461471, 2003 (preprint)
S. Ahmed, A. J. King, and G. Parija. ‘‘A MultiStage Stochastic Integer Programming Approach for Capacity Expansion under Uncertainty,’’ Journal of Global Optimization, vol. 26, pp.324, 2003 (preprint)
M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. ‘‘Product disaggregation and relaxations of mixedinteger rational programs,’’ Optimization and Engineering, vol.3, pp. 281303, 2002.
M. Tawarmalani, S. Ahmed, and N. V. Sahinidis. ‘‘Global optimization of 01 hyperbolic programs,’’ Journal of Global Optimization, vol. 24, pp. 385417, 2002.
S. Ahmed and N. V. Sahinidis. ‘‘Analytical investigations of the process planning problem,’’ Computers & Chemical Engineering, vol. 23, pp. 16051621, 2000.
S. Ahmed, N. V. Sahinidis, and E. N. Pistikopoulos. ‘‘An improved decomposition algorithm for process planning under uncertainty,’’ Computers & Chemical Engineering, vol. 23, pp. 15891604, 2000.
S. Ahmed and N. V. Sahinidis. ‘‘Robust process planning under uncertainty,’’ Industrial & Engineering Chemistry Research, vol. 37, pp. 18831892, 1998.
Book Chapters
S. Ahmed. ‘‘Two stage stochastic integer programming,’’ in the Encylopedia of Optimization (T. Choran (Ed.)), Wiley, 2010. (preprint)
S. Ahmed and A. Shapiro. ‘‘Solving chanceconstrained stochastic programs via sampling and integer programming,’’ in Tutorials in Operations Research, Z.L. Chen and S. Raghavan (eds.), INFORMS, 2008. (preprint)
M. Goetschalckx, S. Ahmed, A. Shapiro, and T. Santoso. ‘‘Strategic design of robust global supply chains under uncertainty,” in Progress in Material Handling Research: 2004, R. Meller et al. (eds.), The Material Handling Institute, NC, pp. 103117, 2004.
S. Ahmed and N. V. Sahinidis. ‘‘Techniques in long range planning of chemical manufacturing systems,’’ in ComputerAided Design, Engineering, and Manufacturing: Systems Techniques and Applications, Volume V: The Design of Manufacturing Systems, C. T. Leondes (ed.), CRC Press LLC, Boca Raton, FL, pp.125, 2001.
S. Ahmed and N. V. Sahinidis. ‘‘Chemical process planning,’’ in The Encyclopedia of Optimization, C. A. Floudas and P. M. Pardalos (eds.), Kluwer Academic Publishers, Vol.1, pp.246252, 2001.
Conference Proceedings
K. Ryan, D. Rajan, S. Ahmed. ‘‘Scenario Decomposition for 01 Stochastic Programs: Improvements and Asynchronous Implementation,’’ IEEE Workshop on Parallel Computing and Combinatorial Optimization, 2016.
W. Xie and S. Ahmed. ‘‘On the quantile cut closure of chanceconstrained problems,’’ accepted 18th International Integer Programming and Combinatorial Optimization (IPCO) Conference, 2016.
A. Torrico, S. Ahmed and A. Toriello. ‘‘A Polyhedral Approach to Online Bipartite Matching,’’ accepted 18th International Integer Programming and Combinatorial Optimization (IPCO) Conference, 2016.
J. Luedtke, S. Ahmed and G.L. Nemhauser. ‘‘An integer programming approach for linear programs with probabilistic constraints,’’ in Proceedings of the 12th International Integer Programming and Combinatorial Optimization (IPCO) Conference, Lecture Notes in Computer Science, pp. 310423, 2007.
Y. Guan, S. Ahmed and G. L. Nemhauser. ‘‘Sequential pairing of mixed integer inequalities,’’ in Proceedings of the 11th International Integer Programming and Combinatorial Optimization (IPCO) Conference, Lecture Notes in Computer Science, pp. 2334, 2005.
S. Ahmed. ‘‘Semiconductor tool planning via multistage stochastic programming,’’ Proceedings of the International Conference on Modeling and Analysis in Semiconductor Manufacturing, Mackulak et al. (eds.), pp. 153157, 2002.
Working Papers and Technical Reports
J. Zou, S. Ahmed, X. Sun. ‘‘Nested decomposition of multistage stochastic integer programs with binary state variables,’’ submitted 2016.
A. Torrico, S. Ahmed and A. Toriello. ‘‘A polyhedral approach to online bipartite matching,’’ submitted 2016.
K. Ryan, S. Ahmed, S.S. Dey and D. Rajan. ‘‘Optimization driven scenario grouping,’’ submitted, 2016.
M. Costley, M.J. Feizollahi, S. Ahmed and S. Grijalva. ‘‘A rollinghorizon unit commitment framework with flexible periodicity,’’ submitted, 2016.
W. Xie and S. Ahmed. ‘‘On quantile cuts and their closure for chance constrained optimization problems,’’ submitted 2016.
Y. Deng, S. Ahmed, and S. Shen. ‘‘Parallel scenario decomposition of risk averse 01 stochastic programs,’’ submitted 2016.
S. Ahmed, Q. He, S. Li, and G.L. Nemhauser. ‘‘On the computational complexity of minimumconcavecostflow in a twodimensional grid,’’ submitted 2015.
J. Zou, S. Ahmed, X. Sun. ‘‘Partially adaptive stochastic optimization for electric power generation expansion planning,’’ submitted 2015.
L.M. Mungia, S. Ahmed, D.A. Bader, G.L. Nemhauser, V. Goel, Y. Shao. ‘‘A parallel local search framework for the fixedcharge multicommodity network flow problem,’’ submitted 2014.
S. Ahmed. ‘‘Smooth minimization of twostage stochastic linear programs,’’ ISyE Technical Report 2006.
A. Parmar, S. Ahmed, J. Sokol. ‘‘An integer programming approach to the OSPF weight setting problem,’’ ISyE Technical Report 2006.
S. Ahmed. ‘‘Meanrisk objectives in stochastic programming,’’ ISyE Technical Report 2004.
S. Ahmed and A. Shapiro. ‘‘The sample average approximation method for stochastic programs with integer recourse, ISyE Technical Report, 2002.
S. Takriti and S. Ahmed. ‘‘Managing shortterm electricity contracts under uncertainty: A minimax approach, ISyE Technical Report, 2002.
S. Ahmed and M. A. Haque. ‘‘Multifacility retail locationing using pchoice models,’’ ISyE Technical Report, 2001.
A. J. King, S. Takriti, and S. Ahmed. ‘‘Issues in risk modeling for multistage systems,’’ IBM Research Report No. RC20993, 1997.
